The following pages link to Albert N. Shiryaev (Q409073):
Displaying 50 items.
- Problems in probability. Translated from Russian by Andrew Lyasoff (Q409074) (← links)
- On the one-sided tanaka equation with drift (Q428701) (← links)
- (Q492174) (redirect page) (← links)
- Sharp maximal inequalities for stochastic processes (Q492175) (← links)
- Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179) (← links)
- On the existence of solutions of unbounded optimal stopping problems (Q492193) (← links)
- (Q671535) (redirect page) (← links)
- Hiring and firing optimally in a large corporation (Q671536) (← links)
- On the variation distance for probability measures defined on a filtered space (Q760083) (← links)
- Probabilistic-statistical methods of detecting spontaneously occurring effects (Q918611) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Esscher transform and the duality principle for multidimensional semimartingales (Q983888) (← links)
- On contiguity of probability measures corresponding to semimartingales (Q1074950) (← links)
- Development of ideas and methods of Chebyshev in probability theory (Q1179673) (← links)
- Kolmogorov: Life and creative activities (Q1263568) (← links)
- The Russian option: Reduced regret (Q1308692) (← links)
- Local martingales and the fundamental asset pricing theorems in the discrete-time case (Q1387768) (← links)
- The cumulant process and Esscher's change of measure (Q1424691) (← links)
- An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift (Q1586570) (← links)
- Everything about Kolmogorov was unusual\(\ldots\). Translated from the Russian by Andrew L. Rukhin (Q1596025) (← links)
- The teacher discusses his student. Four reviews by A. N. Kolmogorov on the works of I. M. Gel'fand (on the occasion of his 90th birthday). (Q1764458) (← links)
- Sequential testing problems for Poisson processes. (Q1848801) (← links)
- Quadratic covariation and an extension of Itô's formula (Q1903608) (← links)
- Remarks on moment inequalities and identities for martingales (Q1950780) (← links)
- On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes (Q2019056) (← links)
- Kolmogorov's equations for jump Markov processes with unbounded jump rates (Q2095220) (← links)
- In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) (Q2257574) (← links)
- A quickest detection problem with an observation cost (Q2346078) (← links)
- In memory of Boris Aleksandrovich Sevastyanov (Q2446209) (← links)
- Investigations by statistical sequential analysis (Q2531196) (← links)
- Nonlinear filtering of Markov diffusion processes (Q2548831) (← links)
- I. N. Kovalenko's scientific works (Q2583610) (← links)
- On the History of the Foundation of the Russian Academy of Sciences and about the First Articles on Probability Theory in Russian Publications (Q2711117) (← links)
- Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem (Q2711133) (← links)
- Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum (Q2752966) (← links)
- (Q2782369) (← links)
- The Russian option under conditions of a possible price 'freeze' (Q2784535) (← links)
- On confidence intervals for Brownian motion changepoint times (Q2815676) (← links)
- Bayesian Disorder Problems on Filtered Probability Spaces (Q2863591) (← links)
- Russian–Japanese Symposium on “A Stochastic Analysis of Advanced Statistical Models” (Q2882296) (← links)
- Change of Time and Change of Measure (Q3057901) (← links)
- Quickest Detection Problems: Fifty Years Later (Q3068080) (← links)
- A Bayesian sequential testing problem of three hypotheses for Brownian motion (Q3104432) (← links)
- On the sequential testing problem for some diffusion processes (Q3108378) (← links)
- (Q3159179) (← links)
- (Q3197151) (← links)
- (Q3200330) (← links)
- (Q3206067) (← links)
- (Q3219515) (← links)
- On a Method of Calculation of Semi-Invariants (Q3259999) (← links)
